Do this sound be from my areas or even from my colonies? How does it work? Firsttime playing US in combat. Smaller countries is easier to find where there is a battle. Please help, is it a easy way to jump to the combat spot?

Dude, go to graphs where they show all the statistics. There go to military casualties. Sort countries by them casualties and check which nation just got their military personnel killed. You've found the source of battle sounds.